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时间:2019-03-01
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1、StatisticalScience2001,Vol.16,No.3,199–231StatisticalModeling:TheTwoCulturesLeoBreimanAbstract.Therearetwoculturesintheuseofstatisticalmodelingtoreachconclusionsfromdata.Oneassumesthatthedataaregeneratedbyagivenstochasticdatamodel.Theotherusesalgorithmicmode
2、lsandtreatsthedatamechanismasunknown.Thestatisticalcommunityhasbeencommittedtothealmostexclusiveuseofdatamodels.Thiscommit-menthasledtoirrelevanttheory,questionableconclusions,andhaskeptstatisticiansfromworkingonalargerangeofinterestingcurrentprob-lems.Algor
3、ithmicmodeling,bothintheoryandpractice,hasdevelopedrapidlyinfieldsoutsidestatistics.Itcanbeusedbothonlargecomplexdatasetsandasamoreaccurateandinformativealternativetodatamodelingonsmallerdatasets.Ifourgoalasafieldistousedatatosolveproblems,thenweneedtomoveaway
4、fromexclusivedependenceondatamodelsandadoptamorediversesetoftools.1.INTRODUCTIONThevaluesoftheparametersareestimatedfromthedataandthemodelthenusedforinformationStatisticsstartswithdata.Thinkofthedataasand/orprediction.Thustheblackboxisfilledinlikebeinggenerat
5、edbyablackboxinwhichavectorofthis:inputvariablesx(independentvariables)goinoneside,andontheothersidetheresponsevariablesylinearregressionyxcomeout.Insidetheblackbox,naturefunctionstologisticregressionassociatethepredictorvariableswiththeresponseCoxmodelvaria
6、bles,sothepictureislikethis:Modelvalidation.Yes–nousinggoodness-of-fittestsandresidualexamination.ynaturexEstimatedculturepopulation.98%ofallstatisti-cians.Therearetwogoalsinanalyzingthedata:TheAlgorithmicModelingCulturePrediction.Tobeabletopredictwhattheresp
7、onsesaregoingtobetofutureinputvariables;TheanalysisinthiscultureconsiderstheinsideofInformation.Toextractsomeinformationabouttheboxcomplexandunknown.Theirapproachistohownatureisassociatingtheresponsevariablesfindafunctionfx—analgorithmthatoperatesontotheinp
8、utvariables.xtopredicttheresponsesy.Theirblackboxlookslikethis:Therearetwodifferentapproachestowardthesegoals:yunknownxTheDataModelingCultureTheanalysisinthisculturestartswithassumingdecisiontre
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